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Can't retreive data with DataScope Select. Instrument expanded to 0 RICS.

Hello,

We want to get historical data for instruments NQ group (CME exchange) for 2021 year (NQH2021, NQM2021, NQU2021, NQZ2021). First, we found corresponding RICs: NQH1^2, NQM1^2, NQU1^2, NQZ1^2.

1.png

Second, we created Instrument List and run the extraction. Unfortunately, we did not get any data with the following log:

Extraction Services Version 16.1.44123 (ed92f5e3e332), Built Aug 10 2022 01:55:41
User ID: 9032218
Extraction ID: 2000000452348934
Correlation ID: CiD/9007633/hT6sOA.082c3ef2aa9333a7/EQM/ED.0x082e93c3709337be.0
Schedule: 26.09.2022 10.28.25 (ID = 0x082e93c3708337be)
Input List (4 items): NQ (ID = 0x082e93caea833780) Created: 26-09-2022 09:11:25 Last Modified: 26-09-2022 10:24:07
Report Template (5 fields): NQ2021 (ID = 0x082e93ce9943377e) Created: 26-09-2022 10:28:09 Last Modified: 26-09-2022 10:28:09
Schedule dispatched via message queue (0x082e93c3709337be)
Schedule Time: 26-09-2022 10:28:46
Processing started at 26-09-2022 10:28:43
Processing completed successfully at 26-09-2022 10:28:49
Extraction finished at 26-09-2022 10:28:49 UTC, with servers: x07q13
Instrument <RIC,NQZ1^2> expanded to 0 RICS.
Instrument <RIC,NQU1^2> expanded to 0 RICS.
Instrument <RIC,NQM1^2> expanded to 0 RICS.
Instrument <RIC,NQH1^2> expanded to 0 RICS.

Range Query from 2021-01-01T00:00:00.000 to 2022-01-01T23:59:59.000 (UTC)
Report suppressed because there are no instruments

Why these codes expanded to 0 RICS? We need market data for all instruments (NQH, NQM, NQU, NQZ) from 2000 to 2022.

Thanks in advance!

dssrdp
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1 Answer

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@d.alishev

According to the answer in this thread, Tick History doesn't use ^ RICs in extractions.

You can use NQZ1, NQU1, NQM1, and NQH1 instead. If you use on-demand extractions, you need to add the two conditions below in the request message.

"ValidationOptions": {
                "AllowHistoricalInstruments": true,
                "AllowInactiveInstruments": true
            }

The extraction note is:

Correlation ID: CiD/9008895/0x082ef74993733831/GUI/EXT.2000000452685902
Schedule: 09.27.2022 05.36.49 (ID = 0x082ef74993733831)
Input List (4 items): NQ (ID = 0x082ef760c5c3382d) Created: 09/27/2022 05:10:49 Last Modified: 09/27/2022 05:36:18
Report Template (53 fields): IntradaySummary (ID = 0x082ef76102f3382d) Created: 09/27/2022 05:15:38 Last Modified: 09/27/2022 05:36:42
Schedule dispatched via message queue (0x082ef74993833831), Data source identifier (34A5AF0B00884EC69C1AA1751DB85C79)
Schedule Time: 09/27/2022 05:37:06
Processing started at 09/27/2022 05:37:02
Processing completed successfully at 09/27/2022 06:03:10
Extraction finished at 09/27/2022 05:03:10 UTC, with servers: tm01n03, TRTH (1456.02 secs)
Historical Instrument <RIC,NQZ1> expanded to 1 RIC: NQZ1.
Historical Instrument <RIC,NQU1> expanded to 1 RIC: NQU1.
Historical Instrument <RIC,NQM1> expanded to 1 RIC: NQM1.
Historical Instrument <RIC,NQH1> expanded to 1 RIC: NQH1.
Total instruments after instrument expansion = 4

Range Query from 2021-01-04T00:00:00.000 to 2021-01-07T23:59:59.000 (UTC)
Quota Message: INFO: Tick History Futures Quota Count Before Extraction: 813; Instruments Approved for Extraction: 1; Tick History Futures Quota Count After Extraction: 813, 8130% of Limit; Tick History Futures Quota Limit: 10
Manifest: #RIC,Domain,Start,End,Status,Count
Manifest: NQH1,Market Price,2021-01-04T00:00:00.000000000Z,2021-01-07T23:00:00.000000000Z,Active,96
Manifest: NQM1,Market Price,2021-01-04T00:00:00.000000000Z,2021-01-07T23:00:00.000000000Z,Active,96
Manifest: NQU1,Market Price,2021-01-04T00:00:00.000000000Z,2021-01-07T23:00:00.000000000Z,Active,93
Manifest: NQZ1,Market Price,2021-01-04T00:00:00.000000000Z,2021-01-07T23:00:00.000000000Z,Active,89
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Thank you!

It will work. But what if we want market data for 2011 or 2001 (our second question)? With ^ notation it is simple: NQH1^1 and NQH1^0. Which RIC should we use without ^ ? NQH1 will expand to 2021.

@d.alishev

"^" is a suffix for expired RICs. However, Tick History doesn't use it.

You can set a start date when requesting to NQH1.

Range Query from 2001-01-01T00:00:00.000 to 2001-01-05T23:59:59.000 (UTC)
Quota Message: INFO: Tick History Futures Quota Count Before Extraction: 813; Instruments Approved for Extraction: 1; Tick History Futures Quota Count After Extraction: 813, 8130% of Limit; Tick History Futures Quota Limit: 10
Manifest: #RIC,Domain,Start,End,Status,Count
Manifest: NQH1,Market Price,2001-01-02T11:00:00.000000000Z,2001-01-05T21:00:00.000000000Z,Active,83
Manifest: NQM1,Market Price,2001-01-02T15:00:00.000000000Z,2001-01-05T21:00:00.000000000Z,Active,19
Manifest: NQU1,Market Price,,,Inactive,0
Manifest: NQZ1,Market Price,,,Inactive,0